-19.5%
NOW vs GDX
+225.2%
-244.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.6% | +3.3% |
| 7D | -5.6% | +0.7% | -6.3% | -5.6% |
| 30D | -26.8% | -3.8% | -23.0% | -26.6% |
| 3M | -19.4% | -5.4% | -14.0% | -19.3% |
| 6M | +12.3% | -12.7% | +25.0% | +13.0% |
| YTD | -32.9% | -0.7% | -32.3% | -33.6% |
| 1Y | -40.3% | +11.9% | -52.2% | -41.5% |
| All | -19.5% | +225.2% | -244.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling